mini-sized Dow ($5) Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 12,677 12,598 -79 -0.6% 12,515
High 12,720 12,598 -122 -1.0% 12,720
Low 12,510 12,414 -96 -0.8% 12,476
Close 12,615 12,489 -126 -1.0% 12,615
Range 210 184 -26 -12.4% 244
ATR 157 160 3 2.0% 0
Volume 122,904 126,772 3,868 3.1% 433,193
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,052 12,955 12,590
R3 12,868 12,771 12,540
R2 12,684 12,684 12,523
R1 12,587 12,587 12,506 12,544
PP 12,500 12,500 12,500 12,479
S1 12,403 12,403 12,472 12,360
S2 12,316 12,316 12,455
S3 12,132 12,219 12,439
S4 11,948 12,035 12,388
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 13,336 13,219 12,749
R3 13,092 12,975 12,682
R2 12,848 12,848 12,660
R1 12,731 12,731 12,637 12,790
PP 12,604 12,604 12,604 12,633
S1 12,487 12,487 12,593 12,546
S2 12,360 12,360 12,570
S3 12,116 12,243 12,548
S4 11,872 11,999 12,481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,720 12,414 306 2.5% 142 1.1% 25% False True 111,993
10 12,720 11,818 902 7.2% 160 1.3% 74% False False 112,357
20 12,720 11,767 953 7.6% 164 1.3% 76% False False 122,627
40 12,720 11,767 953 7.6% 154 1.2% 76% False False 64,956
60 12,803 11,767 1,036 8.3% 151 1.2% 70% False False 43,333
80 12,803 11,414 1,389 11.1% 140 1.1% 77% False False 32,516
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,380
2.618 13,080
1.618 12,896
1.000 12,782
0.618 12,712
HIGH 12,598
0.618 12,528
0.500 12,506
0.382 12,484
LOW 12,414
0.618 12,300
1.000 12,230
1.618 12,116
2.618 11,932
4.250 11,632
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 12,506 12,567
PP 12,500 12,541
S1 12,495 12,515

These figures are updated between 7pm and 10pm EST after a trading day.

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